Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529290.9591 | 410339.8404 | 118951.1187 | 1024064.5206 | 325424.783 | 698639.7376 |
Total P&L (%) | 529.291 | 410.3398 | 118.9511 | 1024.0645 | 325.4248 | 698.6397 |
Avg Daily Profit (%) | 0.2824 | 0.2189 | 0.0635 | 0.1292 | 0.0773 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75551 | -54109 | -69052 | -544421 | -503276 | -244487 |
Profit Factor | 2.5192 | 3.0197 | 1.8191 | 1.4345 | 1.2114 | 1.8548 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 48.4848 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.371 | 3.2085 | 1.5159 | 1.3501 | 1.2871 | 1.5457 |
Largest Winning Trade | 297964 | 297964 | 60197 | 424425 | 367704 | 424425 |
Largest Losing Trade | -47610 | -39175 | -47610 | -316337 | -316337 | -244487 |
Avg Bars in Trades | 83 | 67 | 100 | 83 | 67 | 100 |
Avg Bars in Winners | 102 | 75 | 126 | 102 | 75 | 126 |
Avg Bars in Losers | 63 | 59 | 67 | 63 | 59 | 67 |
Bars Traded | 5526 | 2225 | 3301 | 5526 | 2225 | 3301 |
Profit Streak | 19.881 | 58.881 | 0 | 19.881 | 58.881 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114203 | 500940 | -104173 | -147003 | -89860 | -40419 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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